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Ordering Uncertain Prospects: The Multivariate Utility Functions Case

Author

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  • William R. Russell
  • Tae Kun Seo

Abstract

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Suggested Citation

  • William R. Russell & Tae Kun Seo, 1978. "Ordering Uncertain Prospects: The Multivariate Utility Functions Case," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 45(3), pages 605-610.
  • Handle: RePEc:oup:restud:v:45:y:1978:i:3:p:605-610.
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    File URL: http://hdl.handle.net/10.2307/2297261
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    Cited by:

    1. Range, Troels Martin & Østerdal, Lars Peter, 2013. "Checking bivariate first order dominance," Discussion Papers on Economics 9/2013, University of Southern Denmark, Department of Economics.
    2. Abdelaziz, F. Ben & Lang, P. & Nadeau, R., 1995. "Distributional efficiency in multiobjective stochastic linear programming," European Journal of Operational Research, Elsevier, vol. 85(2), pages 399-415, September.
    3. Østerdal, Lars Peter, 2010. "The mass transfer approach to multivariate discrete first order stochastic dominance: Direct proof and implications," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1222-1228, November.
    4. Sudhir A. Shah, 2010. "Comparative Riskiness Of Random Vector Outcomes," Working papers 191, Centre for Development Economics, Delhi School of Economics.
    5. Henry Chiu, W., 2020. "Financial risk taking in the presence of correlated non-financial background risk," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 167-179.
    6. Chan, Chia-Ying & de Peretti, Christian & Qiao, Zhuo & Wong, Wing-Keung, 2012. "Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 162-174.
    7. Jeffrey, Scott R., 1987. "The Application Of Stochastic Dominance Techniques To Multi-Period Problems: Issues And Implications," Staff Papers 13547, University of Minnesota, Department of Applied Economics.
    8. Shah, Sudhir A., 2017. "How risky is a random process?," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 70-81.
    9. Finn Tarp & Lars Peter Østerdal, 2007. "Multivariate Discrete First Order Stochastic Dominance," Discussion Papers 07-23, University of Copenhagen. Department of Economics.

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